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Patrick Altmeyer
Currently studying for my PhD
I’m studying for a PhD in Trustworthy AI under supervision of Cynthia Liem at Delft University of Technology. I’m also a member of the AI for Fintech Research collaboration between Delft University of Technology and ING. If you are interested in discussing my research or any projects on your side, please feel free to contact me.
Education
PhD in Computer Science
Delft University of Technology
Delft, Netherlands
2025 - 2021
Thesis topic: Trustworthy Artificial Intelligence
Master in Data Science
Barcelona School of Economics
Barcelona, Spain
2021
Thesis: Deep Vector Autoregression for Macroeconomic Data
Master in Finance
Barcelona School of Economics
Barcelona, Spain
2018
Thesis: Option Pricing in the Heston Stochastic Volatility Model
Master of Arts with Honours in Economics
University of Edinburgh
Edinburgh, United Kingdom
2017
Thesis: Can misguided monetary policy explain the European housing bubble?
Professional Experience
Economist, Graduate
Bank of England
London, United Kingdom
2021 - 2018
- Co-author of two staff working papers (upcoming).
- Co-initiated and led app development.
- Briefing work for policy committees.
Postgraduate Intern
Bank of England
London, United Kingdom
2017
- Econometric analysis of transaction data set in R.
- Internal presentation of project results.
Teaching Experience
Foundations of Data Science Summer School
Teaching Assistant at Barcelona School of Economics
Barcelona, Spain
2021
Introduction course to R and Git
Lead Trainer at Analytics Enablement Hub, Bank of England.
London, United Kingdom
2020 - 2019
Honours Modules in Econometrics
Teaching assistant at School of Economics, University of Edinburgh
Edinburgh, United Kingdom
2017 - 2016
Selected Publications and Posters
Yield curve sensitivity to investor positioning around economic shocks
Bank of England Staff Working Paper, Journal of Financial Services Research (upcoming)
London, United Kingdom
2022
Altmeyer P., Boneva L., Kinston R., Saha S., Stoja E.
Deep Vector Autoregression for Macroeconomic Data
Barcelona, Spain
2021
Altmeyer P., Agustí M., Vidal-Quadras Costa I.
Deep Vector Autoregression for Macroeconomic Data
Master’s Thesis (selected for publication)
Barcelona, Spain
2021
Altmeyer P., Agustí M., Vidal-Quadras Costa I.
Option pricing in the Heston stochastic volatility model: an empirical evaluation
Masters Thesis (selected for publication)
Barcelona, Spain
2018
Altmeyer P., Grapendal J., Pravosud M., Quintana G.
Conferences and Workshops
IFC-Bank of Italy workshop on “Data science in central banking”
Presentation of Altmeyer, Agusti, and Vidal-Quadras Costa (2021) (event link)
Virtual
2022
NeurIPS 2021 MLECON Workshop
Poster presentation of Altmeyer, Agusti, and Vidal-Quadras Costa (2021) (event link)
Virtual
2021
IFABS 2021 Oxford
Presented our BoE Staff Working Paper on yield curve pricing (event link)
Virtual
2021
Money markets and central bank balance sheets
Presented research on demand for central bank reserves at ECB (event link)
Frankfurt, Germany
2019
Outreach and awards
Novartis Datathon
3rd Price Winner of Datathon
Barcelona, Spain
2020
Fee Waiver and Funding for Masters
Full funding for Masters in Data Science through BSE and Bank of England
Barcelona, Spain
2020
Class representative
Masters in Data Science
Barcelona, Spain
2020
Fee waiver for Masters
Total tuition fee waiver for Master in Finance through BSE
Barcelona, Spain
2017
School of Economics Prize
Edinburgh University School of Economics Joint Prize for the best performance in Economics
Edinburgh, United Kingdom
2017
TEDx talk
Held a TEDx talk about European Integration, Diversity and Societal Well-being
Edinburgh, United Kingdom
2016
School of Economics Prize
School of Economics Prize for academic excellence in Economics
Edinburgh, United Kingdom
2015